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Predictability and endo-exo dynamics

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Ryohei Hisano and Didier Sornette, On the distribution of time-to-proof of mathematical conjectures, submitted to The Mathematical Intelligencer (17 Feb 2012)
(http://arxiv.org/abs/1202.3936)

V. Filimonov and D. Sornette, Quantifying reflexivity in financial markets: towards a prediction of flash crashes, Proc. Natl. Acad. Sci., USA (submitted 17 January 2012)
(http://arxiv.org/abs/1201.3572)

Andreas D. Hüsler and Didier Sornette, Evidence for super-exponentially accelerating atmospheric carbon dioxide growth, submitted to Physica A (5 Mar. 2011)
(http://arxiv.org/abs/1101.2832). This paper has also been discussed in the blogs "Climate Progress" and "Watts Up With That".

Monika Gisler and Didier Sornette, Bubbles Everywhere in Human Affairs, chapter in book entitled "Modern RISC-Societies. Towards a New Framework for Social Evolution", L. Kajfez-Bogataj, K.H. Mueller, I. Svetlik, N. Tos (eds.), Wien, edition echoraum: 117-134

Monika Gisler, Didier Sornette and Ryan Woodard, Exuberant Innovation: The Human Genome Project, Research Policy (2010)
(http://arxiv.org/abs/1003.2882)

A. Saichev and D. Sornette, Effects of Diversity and Procrastination in Priority Queuing Theory: the Different Power Law Regimes, Physical Review E 81, 016108 (2009)
(http://arxiv.org/abs/0908.2681)

D. Sornette, Dragon-Kings, Black Swans and the Prediction of Crises, International Journal of Terraspace Science and Engineering 2(1), 1-18 (2009)
(http://arXiv.org/abs/0907.4290) and (http://ssrn.com/abstract=1470006)

D. Sornette and S. Utkin, Limits of Declustering Methods for Disentangling Exogenous from Endogenous Events in Time Series with Foreshocks, Main shocks and Aftershocks, Physical Review E 79, 061110 (2009)
(http://arxiv.org/abs/0903.3217)

A. Saichev and D. Sornette, Generation-by-Generation Dissection of the Response Function in Long Memory Epidemic Processes, European Physical Journal B 75, 343-355 (2010), DOI:10.1140/epjb/e2010-00121-7
(http://arXiv.org/abs/0904.0872)

R. Crane, F. Schweitzer and D. Sornette, New Power Law Signature of Media Exposure in Human Response Waiting Time Distributions, Physical Review E 81, 056101 (2010)
(http://arXiv.org/abs/0903.1406)

D. Sornette, Inderdisciplinarity in Socio-economics, mathematical analysis and predictability of complex systems, Socio-Economic Review 6, 27-38 (2008)
(http://arXiv.org/abs/0807.3814)
This article is part of "On Rogers Holloingsworth and Karl H. Muller, 'Transforming Socio-Economics with a New Epistemology', Socio-Economic Review, 6, 395-426 (2008), Contributers: Robert Boyer; Ralph J. Greenspan; Renate Mayntz; Helga Nowotny; Didier Sornette.

P. Meier, D. Sornette and R. Woodard, Endogenous versus Exogenous Events in the Global War on Terror, paper presented at the 49th International Studies Association Annual Convention, San Francisco, CA (2008)

Monika Gisler and Didier Sornette, Exuberant Innovations: The Apollo Program, Society 46, 55-68 (2009)
DOI 10.1007/s12115-008-9163-8
(http://arXiv.org/abs/0806.0273) and http://ssrn.com/abstract=1139807

R. Crane and D. Sornette, Robust dynamic classes revealed by measuring the response function of a social system, Proc. Nat. Acad. Sci. USA 105 (41), 15649-15653 (2008), doi: 10.1073/pnas.0803685105
(http://arxiv.org/abs/0803.2189)

A. Saichev and D. Sornette, Generic Multifractality in Exponentials of Long Memory Processes, Physical Review E 74, 011111 (2006)
(http://arxiv.org/abs/cond-mat/0602660)

D. Sornette and J.V. Andersen, Optimal Prediction of Time-to-Failure from Information Revealed by Damage, Europhysics. Letters 74 (5), 778-784 (2006)
(http://arxiv.org/abs/cond-mat/0511134)

Wei-Xing Zhou, Didier Sornette and Wei-Kang Yuan, Multifractality of Inverse Statistics of Exit Distances in 3D Fully Developed Turbulence, Physica D 214, 55-62 (2006)
(http://arxiv.org/abs/physics/0503142)

F. Deschatres and D. Sornette, The Dynamics of Book Sales: Endogenous versus Exogenous Shocks in Complex Networks, Phys. Rev. E 72, 016112 (2005)
(http://arxiv.org/abs/physics/0412171)

D. Sornette, Endogenous versus exogenous origins of crises, in monograph on extreme events, V. Jentsch editor (Springer, 2005)
(http://arxiv.org/abs/physics/0412026)

A. Helmstetter, S. Hergarten and D. Sornette,Properties of Foreshocks and Aftershocks of the Non-Conservative self-organized critical Olami-Feder-Christensen Model Phys. Rev. E 70, 046120 (2004)
(http://arXiv.org/abs/cond-mat/0312689)

D. Sornette, F. Deschatres, T. Gilbert and Y. Ageon, Endogenous Versus Exogenous Shocks in Complex Networks: an Empirical Test Using Book Sale Ranking, Phys. Rev. Letts. 93 (22), 228701 (2004)
(http://arXiv.org/abs/cond-mat/0310135)

D. Sornette and A. Helmstetter, Endogeneous Versus Exogeneous Shocks in Systems with Memory, Physica A 318 (3-4), 577-591 (2003)
(http://arXiv.org/abs/cond-mat/0206047)

D. Sornette, Predictability of catastrophic events: material rupture, earthquakes, turbulence, financial crashes and human birth, Proceedings of the National Academy of Sciences USA, V99 SUPP1:2522-2529 (2002)
(http://arXiv.org/abs/cond-mat/0107173)

A. Johansen and D. Sornette, 2050: The End of the Growth Era? submitted to "The World in 2050 writing competition" of The Economist and Shell International Limited (the Organisers) (2001)

 

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